Runs Test

Global Algorithm - One-Dimensional Algorithm

Runs Test algorithm is a statistical method that is useful for the detection of underlying trends in data.

Input Parameters

Parameter	Type	Constraint	Description	Remarks
$Y$	$Y \in \mathbb R^N$	$N \in \mathbb{N}$	Input data vector of length $N$

Output Parameters

Parameter	Type	Constraint	Description	Remarks
$h$	Logical data type: true or false

Tool Support

• Matlab

  For details refer to the online documentation of the function ‘runstest’.

Single Steps using the Algorithm

• Testing Data Stationarity with Runs Test

References

• J.S. Bendat, A.G. Piersol, Random Data: Analysis and Measurement Procedures, 3rd ed., Wiley-Interscience, 2000.